You need to setup and configure a database on your computer. You can use the DBSetup.bat utility for accomplishing this. You can find the DBSetup.bat file in the Database folder in the P6 installation folders.
The Jobs are initialized or reinitialized by the procedure (DBO/admuser) initialize_background_jobs. Depending on what database server you are running it you must be sure that the Scheduler is running. On Oracle DBs it's the "Oracle Job Scheduler" and on SQL-Server it's the "SQL Agent". If you're using a SQL-Server Express as database the Scheduler function is not included but you can simply write a short script like:
No, the changes made will not be lost. The problem is user sessions and deleted data will not be cleared out the back-end database. This will cause the database to unnecessarily grow in size and will degrade performance.
Are you using SQL Server Database or Oracle Database. If it's SQL Server Database then please make sure that the SQL Server Agent is started and Running. Once done you can login to primavera with the warning. Hope it works.